+58.2%
BMY vs CTSH
+39.6%
+18.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.5% |
| 7D | +1.8% | +1.8% | -0.1% | +1.3% |
| 30D | +6.2% | +9.8% | -3.6% | +3.8% |
| 3M | -2.1% | +12.1% | -14.3% | -5.2% |
| 6M | +14.3% | +27.4% | -13.1% | +6.4% |
| YTD | +21.6% | -20.3% | +41.9% | +26.9% |
| 1Y | +38.8% | -8.8% | +47.6% | +39.7% |
| 3Y | +42.9% | +4.0% | +38.9% | +37.7% |
| 5Y | +30.1% | -12.2% | +42.3% | +28.6% |
| 10Y | +58.2% | +38.7% | +19.5% | +41.6% |
| All | +58.2% | +39.6% | +18.6% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CTSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling